One relatively common problem people have with Mail is that the program will seem to collect messages in its Drafts mailbox. While not an intrusive issue, and definitely one that can be fixed by deleting the messages in this mailbox, some people have found the drafts are continually and permanently saved every time they compose new messages.
The way Mail handles draft messages is that a local draft folder is created on your computer where these messages are automatically saved when you start composing. If you do not save them directly they will stay there until the message is either sent, or discarded without being saved. If you do purposefully save them, they will be removed either upon being sent, or otherwise only if you remove them manually.
If you use IMAP e-mail accounts, Mail may automatically enable the option to save a copy of these draft messages in a corresponding drafts folder on the IMAP server. Any changes to the local drafts folder will be synchronized to the server so you can access your drafts from alternate e-mail clients such as Webmail, another computer, or a mobile device.
This problem happens for IMAP accounts, and seems to happen when people have Mail store draft messages on the server. Any time the messages are stored on the server, they need to be synchronized with the local mailboxes, and synchronization errors or server-side modifications to the e-mail messages (antivirus scanning, marking, spam filtering, or other rules) can prevent this from happening.
Disable server draft mailboxes
The solution is to only use a local copy of your drafts and other messages, and thereby prevent any errors with the server from resulting in draft message propagation. While storing draft e-mails on the server is useful if you wish to continue composing e-mails in different locations, if you do not use this feature then it will be of no use to have it enabled. To disable it, go to Mail's preferences, select your e-mail account, go to the "Mailbox Behaviors" tab, and uncheck the option to store draft messages on the server. Do this for each IMAP account you have, and then after manually deleting any previously stored drafts, you should be good to go.
Rebuild Draft Mailboxes
If you need this feature enabled to access draft messages from multiple locations, try rebuilding your local mailbox on each computer or device you use. In Mail, select a specific draft mailbox and then choose "Rebuild" from the Mailbox menu.
Check for IMAP prefixes
Many IMAP accounts include other online features, so the mailboxes are not stored at the root level of the online account. Instead, they may be in a subfolder or two (next to other folders for online disks, calendars, and other features), depending on the service provider you are using. Check with your provider to see if it requires an appropriate IMAP prefix, and enter it in the "Advanced" tab for the e-mail account preferences. Doing this will allow Mail to properly target the mailboxes on the server, including the appropriate drafts mailbox for that server.